+839.8%
TECH vs TCOM
+2,694.8%
-1,855.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | +0.1% | -9.5% | +9.6% | +1.4% |
| 30D | +0.7% | -10.7% | +11.4% | +2.1% |
| 3M | +36.3% | -14.6% | +51.0% | +38.3% |
| 6M | +25.6% | -19.3% | +44.9% | +28.1% |
| YTD | +23.7% | -42.9% | +66.6% | +31.5% |
| 1Y | +37.6% | -43.8% | +81.4% | +46.6% |
| 3Y | -6.6% | +2.1% | -8.7% | -9.7% |
| 5Y | -42.2% | +31.2% | -73.5% | -47.9% |
| 10Y | +187.6% | -13.9% | +201.5% | +162.7% |
| All | +839.8% | +2,694.8% | -1,855.0% | +441.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling